The Law of One Price and Arbitrage on China's Dual-listings

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The Law of One Price and Arbitrage on China's Dual-listings

Traditionally, arbitrage refers to simultaneously buying and selling the same financial assets by taking advantage of a price difference in two or more markets. However, the strict sense of arbitrage is hardly obtained after consideration the issues concerning transaction costs and time value of...

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Bibliographic Details
Main Authors:	Liu, Li Xian, Bogomolov, T.
Format:	Journal Article
Published:	?? 2013
Subjects:	Trading strategy Arbitrage ADRs Transaction costs Financial markets
Online Access:	http://epublications.bond.edu.au/ijbf/vol9/iss2/4 http://hdl.handle.net/20.500.11937/27866

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